ICE Russell 2000 Mini Future December 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	825.5	812.2	-13.3	-1.6%	806.8
High	825.5	812.2	-13.3	-1.6%	836.9
Low	820.8	795.1	-25.7	-3.1%	806.8
Close	818.8	794.5	-24.3	-3.0%	835.4
Range	4.7	17.1	12.4	263.8%	30.1
ATR	7.9	9.0	1.1	14.4%	0.0
Volume	11	14	3	27.3%	91

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	852.0	840.3	804.0
R3	834.8	823.3	799.3
R2	817.8	817.8	797.8
R1	806.0	806.0	796.0	803.3
PP	800.5	800.5	800.5	799.3
S1	789.0	789.0	793.0	786.3
S2	783.5	783.5	791.3
S3	766.5	772.0	789.8
S4	749.3	754.8	785.0

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	916.8	906.3	852.0
R3	886.5	876.0	843.8
R2	856.5	856.5	841.0
R1	846.0	846.0	838.3	851.3
PP	826.3	826.3	826.3	829.0
S1	815.8	815.8	832.8	821.0
S2	796.3	796.3	830.0
S3	766.3	785.8	827.0
S4	736.0	755.8	818.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	836.9	795.1	41.8	5.3%	5.5	0.7%	-1%	False	True	23
10	836.9	795.1	41.8	5.3%	2.8	0.3%	-1%	False	True	12
20	854.2	795.1	59.1	7.4%	1.8	0.2%	-1%	False	True	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.1
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	885.0
2.618	857.0
1.618	839.8
1.000	829.3
0.618	822.8
HIGH	812.3
0.618	805.8
0.500	803.8
0.382	801.8
LOW	795.0
0.618	784.5
1.000	778.0
1.618	767.5
2.618	750.3
4.250	722.5

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	803.8	813.8
PP	800.5	807.3
S1	797.5	801.0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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